First of all, we have to realize that the answer to this is very different depending on which of these actors we are talking about. A sibling or a parent, for example, can teach an adolescent about sexual issues in a way that is very much different from the way in which the media can teach the child. Let us look at the ways in which some of these agents of socialization can teach adolescents about sexuality.
The media teaches adolescents about sexuality mainly in the way that it portrays sexual issues in TV shows and movies. The media does not do so well when it really sets out to explicitly teach adolescents about sexual issues. However, if it has characters in its shows act in ways that show them struggling with sexual issues, adolescents will be able to internalize the idea that this is how people like them deal with these issues.
Parents and siblings are in a much better situation for teaching through modeling. They are also available to talk one on one with the adolescent. The media and teachers cannot give adolescents this sort of individualized attention that is connected to the problems that the adolescents are personally experiencing. Parents and siblings can talk through the problems that the adolescents are having. They can also live their lives in a way that shows that they are aware of their sexuality but are not making destructive choices.
These are some of the best ways in which various agents of socialization can work to help adolescents come to understand this very personal and very difficult issue.